Students

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Supervised:        Ph.D. Theses              Postdoctoral Fellow            Master Theses            Senior Theses

Current Students & Postdoctoral Fellows

Ph.D. Students

  • Jikai Hou
  • Yihong Gu
  • Jinhang Chai
  • Cheng Gao
  • Jiawei Ge 
  • Shangge Tang
  • Yiheng Zheng
  • Xiaonan Zhu
  • Yihan He
  • Qishuo Yin

Postdoctoral Fellows

Ph.D. Theses Supervised

StudentThesis & First Employment
Yuling Yan

Yuling Yan, ``Statistical Learning and Optimal Decision Making under Uncertainty'',

Princeton University, June, 2023.  

First job:  MIT (PD) + University of Wisconsin at Madison

Mengxin Yu

Mengxin Yu, ``High-dimensional Robust Statistics Inference'',

Princeton University, May, 2023.  

First job:  University of Pennsylvania (PD)

Bingyan Wang

Bingyan Wang, ``Statistical analysis on convex and nonconvex methods  for low-rank matrix recoveries",

Princeton University, May, 2023.  First job: D.E. Shaw

First job:  D.E. Shaw

Pierre Bayle

Pierre Bayle, ``Survival analysis in distributed and high-dimensional environments and theory of cross-validation'',

Princeton University, February 2023

First job:  Tower Research.

Igor Silin

Igor Silin, "High-dimensional statistics under covariance eigenvalue decay",

Princeton University, September, 2022.

First Job: Two Sigma Investments

Francesca Tang

Francesca Tang, "Statistical Machine Learning Meets Social Science",
Princeton University, August, 2022.

First Job: Princeton University, Department of Politics

Yongyi Guo

Yongyi Guo, "Computationally and Statistically-efficient Methods in Data Science",
Princeton University, June, 2022.

First Job: University of Wisconsin at Madison

Daniel Gitelman, "Tensor methods for network analysis",
Princeton University, May, 2022.

First Job: Goldman Sachs

Zhuoran Yang

Zhuoran Yang, "Topics in the statistical and computational complexities of modern machine learning",
Princeton University, April, 2022.

First Job: Yale University

Lirong Xue

Lirong Xue, "Big data in financial economics",
Princeton University, July, 2021.

First Job: Jane Street

Yifeng Zhou, "Mean-variance functional estimation for optimal portfolios",
Princeton University, May, 2021.

First Job: Tower Research

Wenyan Gong

Wenyan Gong, "Sparse Estimation for High-Dimensional Statistical Problems",
Princeton University, May, 2020.

First Job: Two Sigma Investments

Cong Ma

Cong Ma, "Statistics Meets Nonconvex Optimization: Computational Efficiency and Uncertainty Quantification",
Princeton University, May, 2020.

First Job: University of Chicago

Kaizheng Wang

Kaizheng Wang, "Latent Variable Models: Spectral Methods and Non-convex Optimization",
Princeton University, May, 2020.

First Job: Columbia University

Thomas Patrick Pumir

Thomas Patrick Pumir, "On the geometric structure of problems in statistics and optimization",
Princeton University, January, 2020.

First Job: Voleon Group

Yiqiao Zhong

Yiqiao (Joe) Zhong, "Spectral Methods and MLE: A Modern Statistical Perspective",
Princeton University, May, 2019.

First Job: Stanford

Carson Eisenach

Carson Eisenach, "Modern Optimization for Statistics and Learning",
Princeton University, May, 2019.

First Job: Amazon

Koushiki Bose

Koushiki Bose, "Robust Dependence-Adjusted Methods for High Dimensional Data",
Princeton University, May, 2018.

First Job: Prudential Financial

Junwei Lu

Junwei Lu, " Combinatorial Inference for Large-Scale Data Analysis",
Princeton University, June, 2018.

First Job: Harvard University

Ziwei Zhu

Ziwei Zhu, "Distributed and Robust Statistical Learning",
Princeton University, May, 2018.

First Job: University of Cambridge and University of Michigan

Yuyan Wang

Yuyan Wang, "Robust High-Dimensional Regression and Factor Models",
Princeton University, June, 2016.

First Job: Uber

Weichen Wang

Weichen Wang, "High-dimensional covariance learning",
Princeton University, June, 2016.

First Job: Two Sigma

Alexander Furger

Alexander Furger, "High-frequency Asset Factor Models: Applications to Covariance Matrix Estimation and Risk Management",
Princeton University, May, 2015.

First Job: Trade Logic Developer at Transmarket Group

Lucy Xia

Lucy Xia, "Statistical Methods for Complex Datasets",
Princeton University, May, 2015.

First Job: Stanford University, University of Virgina

Jiawei Yao

Jiawei Yao, "Factor Models: Testing and Forecasting",
Princeton University, November, 2014.

First Job: Citadel

Wei Dai

Wei Dai, "Statistical Methods in Finance",
Princeton University, May, 2014.

First Job: Dimensional Fund Advisors

Tracy Zheng Ke

Tracy Zheng Ke, "Inference on Large-scale Structures",
Princeton University, May, 2014.

First Job: University of Chicago

Martina Mincheva

Martina Mincheva, "High-Dimensional Covariance Matrix Estimation and Financial Applications",
Princeton University, May, 2014.

First Job: Temple University

Chintan Mehta

Chintan Mehta, "Rank-based Inference for Independent Component Analysis",
Princeton University, May, 2014.

First Job: Yale University

Xiaofeng Shi

Xiaofeng Shi, "Large Portfolios' Risks and High-Dimensional Factor Models",
Princeton University, May, 2014.

First Job: Temasek Holdings

Ahmet Emre Barut

Ahmet Emre Barut, "Variable selection and prediction in high dimensional problems",
Princeton University, June, 2013.

First Job: George Washington University

Xin Tong

Xin Tong, "Learning with asymmetry, high dimension and social networks'',
Princeton University, June, 2012.

First Job: University of Southern California

Weijie Gu

Weijie Gu, "Estimating False Discovery Proportion Under Covariance Dependence'',
Princeton University, June, 2012.

First Job: Morgan Stanley

Dacheng Xiu

Dacheng Xiu, "Essays in Financial Econometrics'',
Princeton University, May, 2011.

First Job: University of Chicago

Lei Qi

Lei Qi, "Essays on the estimation of time series models",
Princeton University, May, 2011.

First Position: Hedge Fund

Jelena Bradic

Jelena Bradic, "Sparse estimation and oracle properties of regularized regression with non-polynomial dimensional covariates'',
Princeton University, May, 2011.

First Position: University of California at San Diego

Yang Feng

Yang Feng, ``High-dimensional Learning and Nonparametric Modeling'',
Princeton University, May, 2010.

First Position: Columbia University

Ke Yu

Ke Yu,``High-frequency data based asset allocation and dynamic covariance matrix modeling'',
Princeton University, May, 2010.

First Position: J.P. Morgan

Ying Lu

Ying Lu, ``Advance in Statistics Theory and Methods for Social Sciences'', June, 2009, University of North Carolina at Chapel Hill.

First Position  New York University

Jingjin Zhang, ``Asset Allocation with Gross Exposure Constraints and Factor Selection", Princeton University, May, 2009.

First Position:  Barclay Capital

Yue Niu

Yue Niu, "Validation Tests and Estimation of GenewiseVariance for Microarray Data", 
Princeton University, January, 2009.

First Position:  University of Arizona

Clifford Lam

Clifford Lam, "Wai-Fung (Clifford) Lam, "High-dimensional profile likelihood inference and covariance matrices estimation", 
Princeton University, May, 2008.

First Position: London School of Economics and Political Sci.

Jinchi Lv

Jinchi Lv, "High-dimensional variable selection and covariance matrix estimation"
Princeton University, May, 2007.

First Position:  University of Southern California

Yingying Fan

Yingying Fan, "Volatility matrix estimation and high-dimensional classification",
Princeton University, May, 2007.

First Position:  University of Southern California

Jianzhong Lin

Jianzhong Lin, "Indirect inference for continuous-time diffusion process with discretely sampled observations",  Chinese University of Hong Kong, August, 2004.

First Position:  Shanghai Jiao-tong University

Tao Huang

Tao Huang, "New developments in varying-coefficient partially linear models", University of North Carolina at Chapel Hill, May 2004.

First Position:  University of Virgina

Heng Peng

Heng Peng, "Data-analytic modeling for High-dimensional statistical problem", October 2003.

First Position:  Hong Kong Baptist University

Run-Ze Li

Run-Ze Li, "High dimensional modeling via nonconcave penalized likelihood and local likelihood",  University of North Carolina at Chapel Hill, April, 2000.

First Position:  Pennsylvania State University

Chunming Zhang

Chunming Zhang, "Topics in Generalized Likelihood Ratio Test",  University of North Carolina at Chapel Hill, April, 2000.

First Position: University of Wisconsin at Madison

Jin-Ting Zhang

Jin-Ting Zhang, "Smoothed functional data analysis", University of North Carolina at Chapel Hill, July, 1999.

First Position: National Singapore University

Jianwei Chen

Jianwei Chen, "Local quasi-likelihood estimation and optimal Bayesian sampling plans for censoring data", Chinese University of Hong Kong,  May, 1999.

First Position: San Diego State Univ.

Wenyang Zhang

Wenyang Zhang, "Local polynomial fitting in nonparametric regression", Chinese University of Hong Kong, November, 1998.

First Position:   University of Bath.

Martine King, "Local likelihood and local partial likelihood in hazard regression", University of North Carolina at Chapel Hill, August, 1997.

First Position:  Abbott Laboratories

Sheng-Kuei Lin, "Test of significance when data are curves", University of North Carolina at Chapel Hill, August, 1997.
Mark Farmen
Mark Farmen, "The smoothed boorstrap for variable bandwidth selection and some results in nonparametric logistic regression", University of North Carolina at Chapel Hill, April, 1996.
Li-shang Huang

Li-shang Huang, "On nonparametric estimation and goodness-of-fit", University of North Carolina at Chapel Hill, July, 1995.

First Position: Florida State University

Ming-Yen Cheng

Ming-Yen Cheng, "On boundary effects of smooth curve estimators", University of North Carolina at Chapel Hill, April, 1994.

First Position: National Taiwan University

Postdoctoral Fellows Supervised

PostdocInstitution
Soham Jana

Soham Jana (22-24)

First Institution:  University of Notre Dame

Sohom Bhattacharya

Sohom Bhattacharya(22-23)

First Institution: University of Florida

Debarghya Mukherjee

Debarghya Mukherjee (22-23)

First Institution: Boston University

Zhipeng Lou

Zhipeng Lou (20-23)

First Institution: University of Pittsburgh

Alexander Giessing

Alexander Giessing (18-21)

First Institution: University of Washington at Seattle

Yang Zhou

Yang Zhou (19-21)

First Institution: Fudan University

Yi Chen

Yi Chen (18-19)

First Institution: University of California at Berkeley and NYU

Bai Jiang

Bai Jiang (17-19)

First Institution: ByteDance Silicon Valley Research Lab

Krishna Balasubramanian

Krishna Balasubramanian (17-18)

First Institution: University of California at Davis

Haolei Weng

Haolei Weng (17-18)

First Institution: Michigan State University

Qiang Sun

Qiang Sun (15-17)

First Institution: University of Toronto

Wenxin Zhou

Wenxin Zhou (15-17)

First Institution: University of California at San Diego

Donggyu Kim

Donggyu Kim (16-17)

First Institution: Korean Institute of Technology

Yuan Ke

Yuan Ke (15-17)

First Institution: Pennsylvania State University

Xiaolin Yang (15-17)

First Institution: Amazon Inc.

Dong Wang

Dong Wang (16-17)

First Institution: Hong Kong University

Heather Battey

Heather Battey (14-16)

First Institution: Imperial College

Quefeng Li

Quefeng Li (13-15)

First Institution: University of North Carolina at Chapel Hill

Dan Christina Wang

Dan Christina Wang (12-15)

First Institution: Columbia University

Zhao Chen

Zhao Chen (12-14)

First Institution: Pennsylvania State University

Lingzhou Xue

Lingzhou Xue (11-13)

First Institution: Pennsylvania State University

Runlong Tang

Runlong Tang (11-13)

First Institution: Virginia Institute of Technology

Yuan Liao

Yuan Liao (10-12)

First Institution: University of Maryland

Michael Innerman

Michael Innerman (11-12)

First Institution: Lehigh University

Yunbei Ma

Yunbei Ma (10-12)

First Institution: Southwest University of Economics and Finance

Anneleen Verhasselt

Anneleen Verhasselt (12-12)

First Institution: Universiteit Antwerpen

Xu Han

Xu Han (09-11)

First Institution: Temple University

Ning Hao

Ning Hao (09-10)

First Institution: University of Arizona

Junshao Guo

Junshao Guo (09-10)

First Institution: Institute of Applied Mathematics

Rui Song

Rui Song (08-09)

First Institution: Colorado State University

Yingying Li

Yingying Li (08-09)

First Institution: Hong Kong University of Science and Technology

Weiwei Wang

Weiwei Wang (08-09)

First Position: University of Texas

Qingfeng Liu

Qingfeng Liu (07-08)

First Institution: Otaru University.

Sebastien De Veiga (07-08)
Yichao Wu

Yichao Wu (06-08)

First Institution: NC State University

Jiancheng Jiang

Jiancheng Jiang (06-07)

First Institution: University of North Carolina, Charlott

Heng Peng

Heng Peng (03-06)

First Institution: Hong Kong Baptist University

Yong Zhou

Yong Zhou (01-01, 02-04)

First Institution: Institute of Applied Mathematics

Chong-Qi Zhang

Chong-Qi Zhang (02-03)

First Institution: Guangzhou University

Huazhen Lin

Huazhen Lin (02-03)

First Institution: Southwest University of Economics and Finance

Juan Gu (02-03)

First Institution: Guanfa Securities

Master Theses Supervised

 

StudentMasters
Tsz-ho Yim, "A data-driven bandwidth selector for estimating conditional density function", Chinese University of Hong Kong, June 2003.
Wing-Man Chan, "Estimation of value at risk using parametric regression techniques", Chinese University of Hong Kong, June 2003.
Wentao Yan, "Model-guided Nonparametric Option Pricing", Princeton University, May 2009.
Boyang Song
Boyang Song, "Topics in Equity and Energy Risks", Princeton University, June 2014.
Byron Vickors
Byron Vickors, "Robust inference of risks of large portfolios", Princeton University, January 2017.
Lirong Xue
Lirong Xue, "Robust Analysis of Financial Big Data: Prediction of Asset Returns and Inference in Risk of Large Portfolios", Princeton University, May 2017.
Tiange Huang
Tiangge Huang, "Application of Merton-KMV Model with Regression Analysis and Machine Learning in Publicly-Listed Company in China", Princeton University, May 2019.
Henry Guanghong Fu
Henry Guanghong Fu, "Predicting Credit Risk in Consumer Loan: A Machine Learning Approach Using Multimodal Features", Princeton University, May 2020.

 

Senior Theses Supervised

2024

StudentThesis Title
Trisha BoonpongmaneeUsing the Markov-Switching Autoregressive Model to Classify Semiconductor Regimes and Identify Inflection Points Advisor
Kelsey JiIntroducing Granularity to Private Equity Performance ReplicationBetween
Peter NgOptimizing Asset Allocation between Equity Factors Based on Investor Sentiment Indicators

2023

StudentThesis Title
Sruti Chitluri                                Exploring the Applications of Machine Learning Methods in Understanding the Nature of Active Listening Techniques in Predicting Therapeutic Outcomes
 Michelle DaiPricing American Options Through Model-Guided Machine Learning Incorporating Asset Characteristics and Market Environments

 

2022

StudentThesis Title
Qing HuangModel Calibration and Data Augmentation for Predicting Personal Loan Performance
Thomas "Jack" RobertsDoes the House Always Win? Using Machine Learning to Identify Profitable Opportunities in Sports Wagering Strategies
Andre YinConstructing Equity Trading Stragegies Based on Macroeconomic Event Analysis
Helena YuMulti-factor risk models for commodities in a regime-switching environment

2021

StudentThesis Title
Tiger ChenThe Theoretical Financialization of Betting Exchanges as an Investible Asset Class
Alexander EngstromSentimental Value: The Viability of Momentum and News Sentiment in Stock Price Prediction Models \& The Impact of Retail Investors
Christopher YangTrading under Crisis: A Study of Stock Pricing in the COVID Markets
Kevin YouShort-Term Stock Price Prediction Using High-Dimensional Techniques

2020

StudentThesis Title
Trevor CarneyA Modern Look at Hedge Fund Activism Performance and the Impact of Target Company Characteristics
Tony ChenFactor-adjusted regularized model selection for logistic regression in the presence of missing data
Lencer OgutuImproving Accuracy of Counterfactual Estimation for Sales Forecasting Using an Ensemble of ARIMA, ANN and BSTS
Albert WangMachine Learning Methods on Fundamentals and Momentum for Long-Term Long/Short Equity Trading Strategies in the High Growth Technology Sector

2019

StudentThesis Title
Timothy LouImproving Estimation of Factor Risk Premia via Robust Covariance Techniques
Kate WangChinese Hedge Funds: Understanding Performance with CAPM and Factor Analysis

2018

StudentThesis Title
Augstina de la FuenteGame of Shows: Using Linear Regression and Integer Programming to Optimize Television Ratings
Anna ErkalovaDiscrimination in the criminal justice system: a mechanism for balancing misclassification by race
Ifeyinwa IkpeazuShow me the money: Utilizing applied time-series to increase credit access for small and medium business in Nigeria
Vincent Lu XiaEquity Return Prediction with Augmented Regression and Factor Models
Emily HuangDeep Learning Models for Neural Encoding: Primate Retinal Response to Full-Field Binary White Noises

2017

StudentThesis Title
Catherine HuaTrading Strategies Based on Machine Learning Predictions of Long-term Stock Price Movement in the Healthcare Industry
Joseph LeeIdentifying factors that influence musical inclination using regularized regression methods
Jennifer PengUsing Differential Expression Analyses of Transcriptomes to Examine Gene Dysregulation in Autism
Alexandra TothThe January Effect in the U.S. Equity Market: Prevalence within Market Capitalization and Sector
Susanna Chen YuComparising normalization methods for differential expression analysis on RNA-Sequence data autism patient samples

2016

StudentThesis Title
Edward D. XiaoEquity Portfolio Optimization using Latent Factor Models
Sinan ZhangAn Analysis of Real Estate Investment Trust: Dynamic Correlations with Stock, Bond, Real Estate, and Consumption

2015

StudentThesis Title
Christina J EfthimionAn Examination of Stochastic Models for Crude Oil
Joanna McPhersonThere Will Be Blood: The Future of The United State鈥檚 Blood Supply
Charlotte Lee MullerAn Empirical Analysis and Optimization of Carry and Momentum Strategies in the Foreign Exchange Market
Liukun WuVector Autoregression Analysis of the Sovereigen Credit Default Swaps Returns of Eurozone Economies

2014

StudentThesis Title
Christine FengExploring the Influence of Technology M&A Through Patents, R\&D Spending, and Market Valuation
James R. FengA Vector Autoregression Analysis of Quantitative Easing's Housing Sector Impacts in the United States
Carmina Aguilar MancenonLeveraging Public Policy to Increase Capital Pools for Technology Startups in Turkey and Jordan
Lucia WangA comparison of Modeling Techniques for Time-Varying Beta in Asia-Pacific Real Estate Investment Trusts

2013

StudentThesis Title
Michael W. MarkiewiczExploring the Development and Use of a Multinomial Logit Model to Improve Betting Returns at Saratoga Race Course
Qizhao WengFalse Discoveries in Exchange-Traded Fund Performances: Identifying ETFs that outperform the Market

2012

StudentThesis Title
Edgar DobribanRegularity Properties of Random Matrices and Applications
Yiran Lillian MaSensitivity Analysis on a Transitive-State Markov Model of Diabetes
Natalie H. ShoupSustainable Energy Economics: Optimizing the Integration of Renewables in Guatemala
Jonathan H. WangExplaining Credit Default Swap Premia: Analyzing the relationship between global CDS spreads and stochastically modeled corporate default probabilities

2011

StudentThesis Title
Danqi (Lily) ShenForecasting Unemployment Rates With Spatial Autocorrelation and Regional Heterogeneity
Anthony T. SorokaThe Russell Reconstitution: Technical Treading Strategies
Ivan KleinfeldJudging the Judges: A Study of Analysts' Performance from 2008-2010

2010

StudentThesis Title
Nihong ChuAn investigation of factors affecting real estimate price in China
Gillette, Paige DyanExcessively conservative attitudes to financial instruments and low-risk hedging: A contextual model proposed for the national budget of Trinidad and Tobago
William HarveyThe attributes to win actions

2009

StudentThesis Title
David LaslettA Statistical Approach to Verbal Autopsies: Methods to Enhance Performance and Accuracy
Chiao MeganDeterminants of stock market returns in emerging markets.
Laurissa YeeAn analysis of CDS index pricing.
Shriya RaghavanComovements of high-yield bonds and equity of firms under varying market conditions.
Collin Daniel McCarthyGreed in Corporate America.
Stanley LiuIs big more beautiful in venture capital financing?

2008

StudentThesis Title
Nan YinForcasting volatility: Option Implied Volatility vs. Historic High-Frequency and Low-Frequency Volatility
Michael B. CasewellCovariate Selection for Intensity-Based Credit Risk Models.

2007

StudentThesis Title
James S. TateThe game behind the game: An analysis of baseball player evaluation models.

2006

StudentThesis Title
Evan CoopersmithAsymmetric objectives & Inefficient Markets: A Non-Parametric Predictor for Baseball Games and the Evaluation of Betting Lines.
Darius CratorTowards an American Model: The Impact of Venture Capital Investment Characteristics on Performance: A Comparative Study of the United States, United Kingdom and Canada.
Caroline W. HolstEvaluating the Hedge Fund Hype: Is There a Truer Performance Profile of Hedge Funds?
Mark C. PriceModern Examination of Investor Sentiment Theory behind the Closed-End Fund Discount.

2005

StudentThesis Title
Elisa CheungCredit spread dynamics and Macro-economy: An empirical investigation.
Cyrena ChihAn analysis of the Practical Application of Parimutuel Pricing Systems on the Foreign Exchange Market.
Christopher KirkA method to March madness: Logistic regression and the NCAA tournament.
Rodrigo J. MontoyaStochastic modeling of the PCS Loss Index: A sensitivity analysis and its implications for catastrophe bond pricing models.
Jenny TsaiMigration and Institutionalized exclusion in Shanghai.

2004

StudentThesis Title
Cathy ShuAn epidemiological study on the growing problem of obesity in China.
Edward TsuiEvaluation and improvement of technical trading rules on the foreign exchange market.